-21.8%
DXCM vs PSLV
+179.9%
-201.8%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.4% | -3.2% | -1.0% |
| 7D | -6.5% | +3.3% | -9.8% | -6.8% |
| 30D | -4.3% | +2.1% | -6.4% | -4.5% |
| 3M | +7.3% | +7.1% | +0.1% | +6.5% |
| 6M | +22.0% | -21.6% | +43.6% | +25.0% |
| YTD | +26.4% | -6.7% | +33.1% | +23.7% |
| 1Y | +7.0% | +59.3% | -52.3% | -3.8% |
| All | -21.8% | +179.9% | -201.8% | -38.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PSLV.
Daily Out/Under-Performance
Portfolio return minus PSLV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSLV return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded PSLV wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling